An alternative valuation model for contingent claims

Journal of Financial Economics

Volumn 44, Issue 1, 1997, Pages 123-165

  Bakshi, Gurdip S ^a   Chen, Zhiwu ^b  

^a UNIVERSITY OF MARYLAND   (United States)

^b OHIO STATE UNIVERSITY   (United States)

Author keywords

Bonds; Fundamental valuation equation; Interest rate derivatives; Stock options; Stocks

Indexed keywords

EID: 0031115958     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-405X(96)00009-8     Document Type: Article

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